However, if you've used a Microsoft account with that phone, all of your contacts should be intact in your people.live.com account.

Your Google Contacts should all still be in your Google account.

If you've enabled the auto-back-up feature in your phone for your Photos, then all (if not most) of your Camera Roll images should be in your OneDrive account. Any other photo you've decided to share through OneDrive should also be there.

Additional features can be found in your windowsphone.com account - just log in and click on "Find My Phone". Features include determining the last known location of your phone, locking, ringing and even securely erasing all the data from your phone - provided that the phone is turned on and running.